Timeline for Will log transformation always mitigate heteroskedasticity?
Current License: CC BY-SA 4.0
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| Nov 28 at 20:11 | comment | added | Silverfish | Thanks! I hoped in the intervening years one of us may find a neater way to say it, but the footnote's clear & concise. "Scale" is probably it, but that term hardly ever seems used in that sense in introductory practical stats or econometrics courses - few students taking such courses also take mathematical statistics where they'd more likely be exposed to it. "Variance is a measure of spread" is a Google autocomplete suggestion for "variance is" (!) and links to hundreds of lecture slides, online textbooks, even the Australian Bureau of Statistics! So "spread" def isn't unambiguous, sadly | |
| Nov 27 at 3:53 | comment | added | Glen_b | I finally made the sort of change you were asking for; I decided to relegate it to a footnote but the explanation is there at least | |
| Nov 26 at 21:27 | history | edited | Glen_b | CC BY-SA 4.0 |
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| Mar 24, 2018 at 11:22 | comment | added | Silverfish | I originally wrote "SD or IQR or whatever" (then managed to delete some of that to mangle it into "SD whatever") so I do understand the problem! I actually think an unambiguous statement is worth a few words here, since misstatements about "variance being proportional to mean" can easily be found elsewhere. I'd probably shy away from "scale" as the difficulty level of the topic is quite introductory appears in applied stats/econometrics courses, whereas the concept of "scale" is more abstract and may first appear in a higher, more theoretical course. | |
| Mar 24, 2018 at 7:35 | comment | added | Glen_b | ctd ... I'd like to avoid writing an essay every time I want to mention that concept, it gets too hard to follow, I really want a short term. Do you think I could say "scale"? | |
| Mar 24, 2018 at 7:31 | comment | added | Glen_b | @silv Thanks. In my mind it wasn't ambiguous whether the word spread refers to original units of X or squared units -- to me it was only original units. However, it could refer to any common measure of how spread out the points are (mean deviation, IQR, median absolute deviation, s.d. etc). To include things like variance I'd have said "dispersion" rather than spread. However, clearly it's possible other people carry different understanding than I do. Do you know of another word that refers only to measures of typical distance between observations that I could substitute in its place? ... ctd | |
| Mar 24, 2018 at 0:54 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Mar 23, 2018 at 23:20 | comment | added | Silverfish | (+1) But perhaps it would help to be a bit more specific where you say "Heteroskedasticity where the spread is close to proportional to the conditional mean...", to make it clear whether you mean on the "squared scale" (variance) or original scale (SD whatever), like you clarified a bit later for the square-root transformation | |
| Mar 23, 2018 at 23:05 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Mar 23, 2018 at 17:17 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Mar 23, 2018 at 17:10 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Mar 23, 2018 at 17:06 | history | edited | Nick Cox | CC BY-SA 3.0 |
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| Mar 23, 2018 at 17:00 | history | answered | Glen_b | CC BY-SA 3.0 |